VOLATILITY DERIVATIVES UNDER DOUBLE EXPONENTIAL JUMP DIFFUSION MODEL

Bachelor's

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Bibliographic Details
Main Author: WANG YU
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/203328
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-2033282021-10-15T01:10:58Z VOLATILITY DERIVATIVES UNDER DOUBLE EXPONENTIAL JUMP DIFFUSION MODEL WANG YU MATHEMATICS DAI MIN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-15T00:52:36Z 2021-10-15T00:52:36Z 2013 WANG YU (2013). VOLATILITY DERIVATIVES UNDER DOUBLE EXPONENTIAL JUMP DIFFUSION MODEL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203328
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description Bachelor's
author2 MATHEMATICS
author_facet MATHEMATICS
WANG YU
author WANG YU
spellingShingle WANG YU
VOLATILITY DERIVATIVES UNDER DOUBLE EXPONENTIAL JUMP DIFFUSION MODEL
author_sort WANG YU
title VOLATILITY DERIVATIVES UNDER DOUBLE EXPONENTIAL JUMP DIFFUSION MODEL
title_short VOLATILITY DERIVATIVES UNDER DOUBLE EXPONENTIAL JUMP DIFFUSION MODEL
title_full VOLATILITY DERIVATIVES UNDER DOUBLE EXPONENTIAL JUMP DIFFUSION MODEL
title_fullStr VOLATILITY DERIVATIVES UNDER DOUBLE EXPONENTIAL JUMP DIFFUSION MODEL
title_full_unstemmed VOLATILITY DERIVATIVES UNDER DOUBLE EXPONENTIAL JUMP DIFFUSION MODEL
title_sort volatility derivatives under double exponential jump diffusion model
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/203328
_version_ 1715201259274764288